Quant Researcher

A company is looking for a Quant Researcher with hands-on experience applying volatility models in live trading in TradFi markets.

Key Responsibilities

Calibrate volatility surfaces on real market data while managing gaps and latency issues

Tune and debug models under realistic market conditions, including bid / ask spreads and noise

Design and implement logic for position-driven dynamic surface shaping based on portfolio Greeks

Required Qualifications

Proficiency in Python, including strong use of NumPy, pandas, matplotlib, SciPy, and relevant optimization / ML libraries

Familiarity with standard quant libraries such as QuantLib or custom volatility tools

Experience with PyTorch or TensorFlow is strongly preferred

Experience with NSE options or other TradFi derivatives with margin impact is a major plus